| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 14 | 7.9 | 67 | 12 | 24 | (10) | (14) | 0 | 45 |
| 60 | 8 | 2.3 | 54 | 5 | 32 | (26) | (81) | (1) | 58 |
| 120 | 14 | 5.4 | 65 | 12 | 31 | (24) | (81) | (1) | 45 |
| 250 | 19 | 5.2 | 67 | 14 | 35 | (26) | (190) | (2) | 52 |
| 500 | 26 | 5.8 | 67 | 20 | 47 | (34) | (190) | (3) | 52 |
| 760 | 25 | 5.6 | 66 | 19 | 45 | (33) | (190) | (3) | 53 |
| 1260 | 22 | 5 | 66 | 15 | 40 | (31) | (297) | (3) | 55 |
| 2520 | 18 | 4.9 | 66 | 15 | 41 | (33) | (297) | (5) | 45 |
| All | 21 | 4.9 | 66 | 15 | 41 | (33) | (297) | (5) | 53 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 1.7 | 2.8 | 1.8 | 2.1 | 1.2 | 3.3 | 1.9 | 1.5 | 2.8 | 1.3 | 1.7 | 1 | 23 | 5 | 66 | 141 | (2) | (3.2) | 0.6 | 0.4 |
| 2017 | 3 | 2.2 | 0.5 | 0.1 | 0.2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6 | 5.2 | 63.3 | 51 | (0.8) | (1.4) | 0.4 | 0.4 |
| 2016 | 3.4 | 4.9 | 2 | 1.7 | 2 | 4 | 1.4 | 0.6 | 4.5 | 1.4 | 1.1 | 0.2 | 27.2 | 6.5 | 69.9 | 138 | (1.9) | (2.3) | 0.4 | 0.4 |
| 2015 | 0.7 | 4.2 | 2.7 | 4 | 2.1 | 2.9 | 4.7 | 1.9 | 0.8 | 2.1 | 4.5 | 1.9 | 32.5 | 6.2 | 67.6 | 135 | (1.6) | (3.5) | 0.8 | 0.4 |
| 2014 | 2.6 | 3.5 | (0.1) | (0.1) | 1.6 | 1.7 | (0.7) | 2.3 | 2.5 | 1.1 | 1.5 | 3.3 | 19.2 | 4.2 | 63.3 | 144 | (1.8) | (2.2) | 0.8 | 0.4 |
| 2013 | 0.7 | 0 | 0.4 | 2.9 | 0.3 | 3.4 | 3.2 | (0.2) | 1.3 | 1.7 | 0.5 | 0.7 | 14.9 | 3.4 | 63.5 | 154 | (3) | (3.2) | 0.4 | 0.4 |
| 2012 | 1.2 | 1.3 | 4.2 | 1.9 | (0.1) | 4.6 | 0.8 | 3.1 | 4.7 | 0 | 0.7 | (1.1) | 21.3 | 4.6 | 65.9 | 134 | (1.8) | (4.6) | 0.4 | 0.4 |
| 2011 | 1.3 | 0.2 | 2.6 | 1.3 | 1.9 | (1.1) | (0.8) | 8.1 | 0.8 | 9.3 | 4.5 | 0.4 | 28.5 | 6.1 | 69.6 | 133 | (1.4) | (3.1) | 0.8 | 0.4 |
| 2010 | 3.3 | 1.6 | (0.5) | 3 | (2.9) | 3.3 | 0.8 | 2.7 | 0.2 | 2.4 | 4.3 | 0.2 | 18.4 | 4.6 | 67.7 | 126 | (2.3) | (4.2) | 0.8 | 0.4 |
| 2009 | 0 | 0 | 4.4 | 1.4 | (0.9) | (0.3) | 2.1 | 0.7 | 1 | 3.5 | 0.1 | 0.2 | 12.2 | 3.3 | 63.2 | 121 | (1.2) | (3.3) | 0.8 | 0.4 |